I agree with a few posters who said tie to something solid and make him learn he needs to stay tied. Yes, you do need a knife on hand, because if he flips over or gets stuck, you have to be able to release him.
I would suggest learning several quick-release knots [there are way more than one] and you may find one he can't wiggle his way out of.
You could also teach him to ground tie. It's a skill that I think all horses should know, because you never know where you might get stuck, lol. It might keep him from wandering off if he does untie himself.
EDITED TO ADD: Letting him go with a lead rope in the pasture is a great idea! You don't need to go out and buy new lead ropes, use a bunch of shoe laces tied together, or baling twine, or whatever you can find around the house or the barn. Baling twine is amazingly strong, I'd opt for that one!